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No. of Recommendations: 8
Here's a Zacks screen that has done pretty well based very
loosely on the "surfing" posts on MI and Jim Cramer's recent
shows on finding stocks that have a dividend rate of >4%.

Screen-
Dividend yield>4%
52 week return top 25%
12 week return top 5

Below is some output from Zacks
note the CAGR of 54.3% with a drawdown of -14.5%.
Below that is the the actual results on how the
$10K went to $332K.

If you add Zacks=1 to the above 3 criteria, the
CAGR will jump up to 59.7% with a drawdown at -10.8%
(results at bottom of post)

All results used a 12 week hold period.

STATISTICS  ex.: $10,000 start       Strategy  S&P 500
Total Compounded Return 3222.6 9.8
Total Compounded Return $ $332,260 $10,979
Compounded Annual Growth Rate 54.3 1.2
Win Ratio 69 57
Winning Periods/Total Periods 24 of 35 20 of 35
Avg. # of Stocks Held 5
Avg. Periodic Turnover 92.9
Avg. Return per Period 11.7 0.5
Avg. Winning Period 19.3 5
Largest Winning Period 68.8 16.7
Avg. Losing Period -4.8 -5.5
Largest Losing Period -13 -14.2
Max. Drawdown -14.5 -44.1
Avg. Winning Stretch (# of Periods) 3 2.9
Best Stretch (# of Periods) 6 6
Avg. Losing Stretch (# of Periods) 1.4 2
Worst Stretch (# of Periods) 2 5


Period          Date        Stocks  Return  S&P    Diff         $10,000
1 12/17/1999 5 68.8 -1.8 70.6 16,880
2 3/10/2000 5 -6.4 5.9 -12.3 15,800
3 6/2/2000 5 15.9 2.0 13.9 18,312
4 8/25/2000 5 -2.6 -9.2 6.6 17,836
5 11/17/2000 5 20.9 -3.9 24.8 21,563
6 2/9/2001 5 19.0 -3.7 22.7 25,660
7 5/4/2001 5 22.3 -4.8 27.1 31,383
8 7/27/2001 5 -2.7 -11.0 8.3 30,535
9 10/19/2001 5 -4.1 6.7 -10.8 29,283
10 1/11/2002 5 43.9 -2.0 45.9 42,139
11 4/5/2002 5 -1.7 -11.5 9.8 41,422
12 6/28/2002 5 -13.0 -14.2 1.2 36,038
13 9/20/2002 5 12.1 5.7 6.4 40,398
14 12/13/2002 5 2.6 -6.4 9.0 41,448
15 3/7/2003 5 54.8 16.7 38.0 64,162
16 5/30/2003 5 5.6 3.4 2.1 67,755
17 8/22/2003 5 10.6 6.1 4.5 74,937
18 11/14/2003 5 21.7 9.2 12.5 91,199
19 2/6/2004 5 -8.7 -2.7 -6.0 83,264
20 4/30/2004 5 2.9 -1.5 4.4 85,679
21 7/23/2004 5 16.4 2.4 14.0 99,731
22 10/15/2004 5 11.3 7.4 3.9 111,000
23 1/7/2005 5 15.7 -0.7 16.4 128,427
24 4/1/2005 5 6.3 2.0 4.3 136,518
25 6/24/2005 5 -0.2 4.3 -4.5 136,245
26 9/16/2005 5 -1.3 2.1 -3.4 134,474
27 12/9/2005 5 20.3 2.6 17.7 161,772
28 3/3/2006 5 -8.7 -0.1 -8.6 147,698
29 5/26/2006 5 10.1 2.2 7.9 162,615
30 8/18/2006 5 9.3 6.5 2.8 177,738
31 11/10/2006 5 30.4 5.3 25.1 231,771
32 2/2/2007 5 18.1 3.6 14.6 273,722
33 4/27/2007 5 7.5 3.1 4.4 294,251
34 7/20/2007 5 17.5 2.2 15.3 345,745
35 10/12/2007 5 -3.9 -9.2 5.3 332,260

Average 5 11.7 0.5 11.3

Up Markets 20 5 12.8 5.0 7.8

Down Markets 15 5 10.3 -5.5 15.8

Annualized 61.7 2.1 58.7

--------------------------------------------------------------

Adding Zacks=1 to the criteria gives a very nice screen-

STATISTICS  ex.: $10,000 start       Strategy  S&P 500
Total Compounded Return 4295.7 9.8
Total Compounded Return $ $439,566 $10,979
Compounded Annual Growth Rate 59.7 1.2
Win Ratio 83 57
Winning Periods/Total Periods 29 of 35 20 of 35
Avg. # of Stocks Held 3.2
Avg. Periodic Turnover 87.7
Avg. Return per Period 12.5 0.5
Avg. Winning Period 16.3 5
Largest Winning Period 87.4 16.7
Avg. Losing Period -6.2 -5.5
Largest Losing Period -10 -14.2
Max. Drawdown -10.8 -44.1
Avg. Winning Stretch (# of Periods) 5.8 2.9
Best Stretch (# of Periods) 11 6
Avg. Losing Stretch (# of Periods) 1.3 2
Worst Stretch (# of Periods) 2 5


Period          Date        Comp.  Return  S&P    Diff    $     10,000
1 12/17/1999 5 7.0 -1.8 8.8 10,700
2 3/10/2000 5 9.9 5.9 4.0 11,759
3 6/2/2000 5 14.0 2.0 12.0 13,406
4 8/25/2000 5 6.1 -9.2 15.3 14,223
5 11/17/2000 5 5.6 -3.9 9.5 15,020
6 2/9/2001 5 10.1 -3.7 13.8 16,537
7 5/4/2001 5 22.9 -4.8 27.7 20,324
8 7/27/2001 5 3.4 -11.0 14.4 21,015
9 10/19/2001 5 6.1 6.7 -0.6 22,297
10 1/11/2002 5 21.6 -2.0 23.6 27,113
11 4/5/2002 1 87.4 -11.5 98.9 50,809
12 6/28/2002 3 -9.4 -14.2 4.8 46,033
13 9/20/2002 3 -1.6 5.7 -7.3 45,297
14 12/13/2002 1 29.1 -6.4 35.5 58,478
15 3/7/2003 3 31.8 16.7 15.1 77,074
16 5/30/2003 2 10.4 3.4 6.9 85,090
17 8/22/2003 2 22.8 6.1 16.7 104,490
18 11/14/2003 2 8.7 9.2 -0.4 113,581
19 2/6/2004 1 9.2 -2.7 11.9 124,030
20 4/30/2004 2 16.9 -1.5 18.5 144,992
21 7/23/2004 1 26.1 2.4 23.7 182,834
22 10/15/2004 3 8.0 7.4 0.6 197,461
23 1/7/2005 4 11.6 -0.7 12.3 220,367
24 4/1/2005 2 -10.0 2.0 -12.0 198,330
25 6/24/2005 2 11.7 4.3 7.4 221,535
26 9/16/2005 2 -9.2 2.1 -11.4 201,153
27 12/9/2005 1 25.7 2.6 23.1 252,850
28 3/3/2006 3 -0.2 -0.1 0.0 252,344
29 5/26/2006 3 2.0 2.2 -0.2 257,391
30 8/18/2006 3 13.7 6.5 7.3 292,654
31 11/10/2006 3 17.7 5.3 12.4 344,453
32 2/2/2007 3 16.0 3.6 12.4 399,566
33 4/27/2007 3 3.3 3.1 0.2 412,752
34 7/20/2007 3 13.9 2.2 11.7 470,124
35 10/12/2007 5 -6.5 -9.2 2.7 439,566
Average
3.2 12.5 0.5 12.0
Up Markets
20 2.8 11.0 5.0 6.1
Down Markets
15 3.7 14.3 -5.5 19.8
Annualized
66.3 2.1 63.3
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